+24.1%
MTB vs SM
+51.5%
-27.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -0.4% | +2.1% | -2.6% | -0.4% |
| 30D | -4.6% | +18.1% | -22.7% | -4.3% |
| 3M | +7.4% | +17.0% | -9.6% | +8.0% |
| 6M | +18.7% | +55.4% | -36.7% | +17.4% |
| YTD | +21.1% | +108.6% | -87.5% | +16.6% |
| 1Y | +24.1% | +45.7% | -21.6% | +21.3% |
| All | +24.1% | +51.5% | -27.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling